+96.3%
VTR vs SPY
+322.5%
-226.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -0.3% | -0.8% | +0.5% | +0.3% |
| 30D | +1.1% | -1.1% | +2.2% | +2.0% |
| 3M | +7.9% | +3.9% | +4.0% | +3.9% |
| 6M | +6.2% | +13.6% | -7.4% | -6.1% |
| YTD | +17.7% | +12.7% | +5.1% | +4.7% |
| 1Y | +32.9% | +17.5% | +15.4% | +13.2% |
| 3Y | +129.7% | +76.9% | +52.8% | +26.9% |
| 5Y | +89.3% | +83.6% | +5.7% | -1.4% |
| All | +96.3% | +322.5% | -226.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling